eventually get it solved with "Theme Creator Pro" downloaded from the following site:-
http://members.lycos.co.uk/themecreator/
After installing this software, click on Tool>TAR Wizard and a new window will pop up asking you to add all the files of the theme.
After adding all the XML and pix components into the window and press [Next], BOOM!!!! You got a workable Thm file.
P.S. For those who got similar problem with Zigzag